BNP PARIBAS ARBITRAGE/CALL/CAC 40/7500/0.005/19.12.25 | Real-time Euronext Paris 14:51:58 04/07/2024 BST | ||
| 3.92 EUR | +3.43% |
|
| Current month | +9.54% | ||
| 1 month | -24.35% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
CAC 40
| Date | Price | Change |
|---|---|---|
| 04/07/24 | 3.92 | +3.43% |
| 03/07/24 | 3.79 | +8.60% |
| 02/07/24 | 3.49 | -4.64% |
| 01/07/24 | 3.66 | +5.78% |
| 28/06/24 | 3.46 | -4.42% |
Real-time Euronext Paris
Last update July 04, 2024 at 02:51 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | CAC 40 |
| Issuer | 
BNP Paribas
|
| 8E2JB | |
| ISIN | NLBNPFR1MH90 |
| Date issued | 03/01/2023 |
| Strike | 7,500 PTS |
| Maturity | 19/12/2025 (533 Days) |
| Parity | 200 : 1 |
| Emission price | 2.58 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 5.91 € |
|---|---|
| Lowest since issue | 1.96 € |
| Delta | 0.7x |
| Omega | 6.857 |
| Premium | 7.72x |
| Gearing | 9.76x |
| Moneyness | 1.026 |
| Difference Strike | -188.7 PTS |
| Difference Strike % | -2.52% |
| Spread | 0.08 € |
| Spread % | 2.01% |
| Theoretical value | 3.940 |
| Implied Volatility | 13.17 % |
| Total Loss Probability | 35.35 % |
| Intrinsic value | 0.9825 |
| Present value | 2.958 |
| Break even | 8,288.00 € |
| Theta | -0.03x |
| Vega | 0.16x |
| Rho | 0.35x |
- Stock Market
- Warrants
- 8E2JB Warrant
